I did as many other users posting here...
 Change the Windows Cursor to a small 1 pixel dot,
use Tweak UI to make it default at login, etc.
 I thought I had it beat then recently something made 
my computer run a little slower at login and there it 
was for about 3 seconds!
AHHH! I thought it was never really gone just most newer 
computers boot so fast you wont Notice it!
 I just was not satisfied so went a little further....
I permanently deleted all other system cursors..
But when I clicked the Default Button in Mouse 
pointer options... they were back.
( I think possibly windows reserves a copy of the loading XP
cursor inside a cab file or exe to be temporarily restored 
at login.)
 Anyway I messed around with a new idea I now had only 
2 mouse themes:
Mame, None,
When I switched to None it would not let me delete it...
( Damn it! ) 
So I tied to Save the Mame Theme to the name 
(None); which it would not let me do.
 I tried it using a program called ( Windows enabler )
at first it didn't work. so I started digging around in 
the Registry and made a few changed came back 
and tried to save my Mame cursor set to the name: 
( None) at first it didn't take... I clicked Windows Enabler on
and tried it again.
Guess what? It asked me I wanted to overwrite this existing 
file ( or something similar) So naturally I clicked YES 

I rebooted and there is no Cursor at all and all the Default stuff
is gone.
 I tried the exact same thing on another computer and it isn't working?
So maybe its something I hacked in the registry... who know.
Anyway I exported the Key from the registry to try out later.
I could zip up all the cursors I used, Windows Enabler, and 
the exported registry key for anyone to study.
If anyone is interested?  

*** Teutonic Darkness ***